market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 2.71% 0.35 CHF 0.36 CHF 150,000 100,000 142,331 100,000 51,734 CHF 37,381 CHF 98.98% 98.98%
19/11/2024 3.17% 0.32 CHF 0.33 CHF 160,000 100,000 167,439 100,000 51,953 CHF 32,049 CHF 100.00% 100.00%
18/11/2024 2.85% 0.35 CHF 0.36 CHF 150,000 100,000 150,724 100,000 52,110 CHF 35,586 CHF 100.00% 100.00%
15/11/2024 3.17% 0.31 CHF 0.32 CHF 170,000 100,000 167,055 100,000 51,795 CHF 32,034 CHF 100.00% 100.00%
14/11/2024 3.34% 0.31 CHF 0.32 CHF 170,000 100,000 175,163 100,000 51,495 CHF 30,423 CHF 99.22% 99.22%
13/11/2024 3.41% 0.28 CHF 0.29 CHF 180,000 100,000 178,120 99,159 51,427 CHF 29,631 CHF 99.36% 99.36%
12/11/2024 3.04% 0.27 CHF 0.28 CHF 190,000 100,000 159,651 100,000 51,777 CHF 33,579 CHF 100.00% 100.00%
11/11/2024 2.22% 0.42 CHF 0.43 CHF 120,000 100,000 117,293 100,000 52,365 CHF 45,676 CHF 100.00% 100.00%
08/11/2024 2.26% 0.43 CHF 0.44 CHF 120,000 100,000 120,000 100,000 52,587 CHF 44,823 CHF 100.00% 100.00%
07/11/2024 2.43% 0.46 CHF 0.47 CHF 110,000 100,000 124,974 97,396 51,879 CHF 41,665 CHF 98.73% 98.73%

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